A4 sline centre grill

Is it a sline grille or a standard one that you are trying to fit as I think they are different.

Mine wouldn't fit properly so I cable tied the grille to the centre supports
You can't see them and wouldn't know otherwise

I did fit a GmbH lower to an SE upper btw

you fitted an s-line lower valance to a standard upper bumper right?
In that case you needed to cut away some of the supporting pieces from the standard upper to make the 2 halves meet right? If I remember right you need to trim some bits off to let the grill fit too. I had some center supports missing (due to the previous owner who must have hit something and lost the undertray) but I think I had to shave a bit off the thinker supports at each side too.
Once the grill fits in easily you need to use small cable ties or self tapping screws to fix the grill to the bits behind.
I have photos of my process here http://www.audi-sport.net/xf/thread...ront-lower-bumper-aero-wipers-milltek.103680/

I think these chunky bits might be the offending pieces http://s196.photobucket.com/albums/aa80/fourcircle/a4/?action=view&current=P1060974.jpg

It was nearly 5 years ago though so I can't remember that well.

You need to keep the centre support as the grille clips to these

Just cut a bit and test fit then remove a bit more and keep going til it's right

You would know mine is an SE upper